In general, for most people, it's not a good idea to purchase an extended warranty.
That price is also pretty ridiculous, especially just for electrical, which is probably for stuff like the infotainment display, instrument cluster, radar cruise, forward facing camera (for lane keep assist and traffic sign recognition, etc.) and other electronics like USB ports, chargers, and sensors.
IMO, the only good extended warranties to consider are bumper-to-bumper, or powertrain warranties. Mazdas are generally quite reliable and low risk, as long as you keep up with basic maintenance.
Should you buy an extended warranty? It depends on what you're comfortable with, and how much that peace of mind is worth to you. Personally, when I bought my 2018 CX-9, it was my first Mazda. It was also my first car with a big touchscreen display, radar cruise, automatic emergency braking, lane keep assist, and my first turbocharged car. Lots of unknowns for me, but I knew I liked the car, so I paid a bit more for 1 year of extended warranty on electronics, similar to what's being offered to you. I believe I paid $1000-1200 for it after negotiating it down.
If you plan to have the car paid off before the warranty expires, I would skip the extended warranty, and put that money towards an emergency repair fund that you can continue to contribute to during your first years of ownership. This way, you avoid paying taxes and interest up front, and if nothing ever happens to the car, you have a nice little nest egg to carry forward.
If your payments will extend past the warranty period, then an extended warranty may make more sense, to cover you in case there's a major repair needed while you're still making payments on the car. Nobody wants to have to fork over $3500 for a repair when you have a $600 car payment coming on a car that you still owe $5400 on (made up numbers just to illustrate this example).
Now, all that said, if you do decide that you want an extended warranty, I'd recommend that you negotiate hard for a discount. A warranty is 100% profit for the dealership, so they will discount it down for you in order to get you to buy it. I would start at 50% of what they offered ($3250, so ask for $1600), and see what they say. They are very unlikely to walk away from the deal if you're already in their finance person's office and so close to closing the sale.
When you get a price you're comfortable with, I would suggest paying for it up front, separate from the financed price of the car, if you're able. That way you can avoid paying interest on the cost of the extended warranty.
